/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2009 Andreas Gaida
 Copyright (C) 2009 Ralph Schreyer
 Copyright (C) 2009 Klaus Spanderen

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#include <ql/math/matrixutilities/bicgstab.hpp>
#include <ql/methods/finitedifferences/schemes/impliciteulerscheme.hpp>

namespace QuantLib {

    ImplicitEulerScheme::ImplicitEulerScheme(
            const std::shared_ptr<FdmLinearOpComposite> &map,
            const bc_set &bcSet,
            Real relTol)
            : dt_(Null<Real>()),
              relTol_(relTol),
              map_(map),
              bcSet_(bcSet) {
    }

    Array ImplicitEulerScheme::apply(const Array &r) const {
        return r - dt_ * map_->apply(r);
    }

    void ImplicitEulerScheme::step(array_type &a, Time t) {
        QL_REQUIRE(t - dt_ > -1e-8, "a step towards negative time given");
        map_->setTime(std::max(0.0, t - dt_), t);
        bcSet_.setTime(std::max(0.0, t - dt_));

        bcSet_.applyBeforeSolving(*map_, a);

        a = BiCGstab([this](const Array &r){ return this->apply(r); },
                        10 * a.size(), relTol_,
                        [this](const Array &r){ return this->map_->preconditioner(r, -dt_); }).solve(a).x;

        bcSet_.applyAfterSolving(a);
    }

    void ImplicitEulerScheme::setStep(Time dt) {
        dt_ = dt;
    }
}
